Diffusion algebras

We define the notion of "diffusion algebras". They are quadratic Poincare-Birkhoff-Witt (PBW) algebras which are useful in order to find exact expressions for the probability distributions of stationary states appearing in one-dimensional stochastic processes with exclusion. One considers processes in which one has N species, the number of particles of each species being conserved. All diffusion algebras are obtained. The known examples already used in applications are special cases in our classification. To help the reader interested in physical problems, the cases N=3 and 4 are listed separately.Comment: 29 pages; minor misprints corrected, few references adde

Interpolation process between standard diffusion and fractional diffusion

We consider a Hamiltonian lattice field model with two conserved quantities, energy and volume, perturbed by stochastic noise preserving the two previous quantities. It is known that this model displays anomalous diffusion of energy of fractional type due to the conservation of the volume [5, 3]. We superpose to this system a second stochastic noise conserving energy but not volume. If the intensity of this noise is of order one, normal diffusion of energy is restored while it is without effect if intensity is sufficiently small. In this paper we investigate the nature of the energy fluctuations for a critical value of the intensity. We show that the latter are described by an Ornstein-Uhlenbeck process driven by a L\'evy process which interpolates between Brownian motion and the maximally asymmetric 3/2-stable L\'evy process. This result extends and solves a problem left open in [4].Comment: to appear in AIHP

Similarity solutions of Reaction-Diffusion equation with space- and time-dependent diffusion and reaction terms

We consider solvability of the generalized reaction-diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction-diffusion equation is reduced to an ordinary differential equation. Matching the resulting ordinary differential equation with known exactly solvable equations, one can obtain corresponding exactly solvable reaction-diffusion systems. Several representative examples of exactly solvable reaction-diffusion equations are presented.Comment: 11 pages, 4 figure